Cyrus A. Ramezani

California Polytechnic State University, San Luis Obispo

School of Business

San Luis Obispo, CA 93407

United States

SCHOLARLY PAPERS

8

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CITATIONS
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Top 30,843

in Total Papers Citations

7

Scholarly Papers (8)

1.

Growth, Corporate Profitability, and Shareholder Value Creation

Number of pages: 28 Posted: 30 Mar 2002
Cyrus A. Ramezani, Luc A. Soenen and Alan Robert Jung
California Polytechnic State University, San Luis Obispo, California State Polytechnic University, San Luis Obispo and San Francisco State University
Downloads 2,503 (3,441)
Citation 4

Abstract:

growth, EVA, MVA, ROE, ROI, performance measures

2.

Insurance and Reinsurance Contracts as Complex Derivatives: Application to Multiple Peril Policies

Number of pages: 36 Posted: 05 Aug 1999
Alan Robert Jung and Cyrus A. Ramezani
San Francisco State University and California Polytechnic State University, San Luis Obispo
Downloads 792 (22,728)

Abstract:

3.

Maximum Likelihood Estimation of Asymmetric Jump-Diffusion Processes: Application to Security Prices

Number of pages: 32 Posted: 19 Oct 2004
Cyrus A. Ramezani and Yong Zeng
California Polytechnic State University, San Luis Obispo and University of Missouri at Kansas City - Department of Mathematics and Statistics
Downloads 687 (26,273)
Citation 2

Abstract:

Asset Price Processes, Jump-Diffusion Models, MLE, Leptokurtic Distributions

4.

An Empirical Assessment of the Double Exponential Jump-Diffusion Process

Number of pages: 33 Posted: 18 Oct 2004
Cyrus A. Ramezani and Yong Zeng
California Polytechnic State University, San Luis Obispo and University of Missouri at Kansas City - Department of Mathematics and Statistics
Downloads 411 (53,827)
Citation 1

Abstract:

Asset Price Processes, Double Exponential Jump-Diffusion, Pareto-Beta Jump Diffusion, Leptokurtic Distributions, Volatility Smile and Smirk, MLE

5.

Financial Constraints, Real Options and Corporate Cash Holdings

Number of pages: 44 Posted: 31 Jan 2013
Cyrus A. Ramezani
California Polytechnic State University, San Luis Obispo
Downloads 97 (204,480)

Abstract:

corporate cash holdings, real options, financial constraints

6.

Bayesian Estimation of Asymmetric Jump-Diffusion Processes

Number of pages: 31 Posted: 31 Jan 2013
Samuel J. Frame and Cyrus A. Ramezani
California State Polytechnic University, San Luis Obispo - Department of Statistics and California Polytechnic State University, San Luis Obispo
Downloads 87 (217,160)

Abstract:

asset price processes, affine jump-diffusion, double exponential jump-diffusion, Markov chain, Monte Carlo, Bayesian econometrics

7.

Growth, Corporate Profitability, and Value Creation

Financial Analysts Journal, Vol. 58, No. 6, November/December 2002
Posted: 27 May 2003
Cyrus A. Ramezani, Luc A. Soenen and Alan Robert Jung
California Polytechnic State University, San Luis Obispo, California State Polytechnic University, San Luis Obispo and San Francisco State University

Abstract:

Equity Investments: fundamental analysis and valuation models, Corporate Finance

8.

An Arbitrage-Free Approach to Quasi-Option Value

Journal of Environmental Economics and Management, Vol. 35, No. 2, March 1998
Posted: 26 Jul 1998
Jay S. Coggins and Cyrus A. Ramezani
University of Minnesota - College of Agricultural, Food and Environmental Sciences - Department of Applied Economics and California Polytechnic State University, San Luis Obispo

Abstract: